Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core US Aggregate Bond ETF
AGG
|
+$743M |
| 2 |
iShares Floating Rate Bond ETF
FLOT
|
+$700M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$609M |
| 4 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$414M |
| 5 |
VanEck Gold Miners ETF
GDX
|
+$400M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$1.23B |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$474M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$302M |
| 4 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$205M |
| 5 |
iShares China Large-Cap ETF
FXI
|
+$200M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 1.43% |
| 2 | Communication Services | 1.35% |
| 3 | Technology | 1.12% |
| 4 | Industrials | 0.86% |
| 5 | Healthcare | 0.75% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1176
PUT
Workday
WDAY
$44.4B
| $5.04M | ﹤0.01% |
38,700
-22,300
| -37% | -$3.76M |
|
1177
iShares Russell 1000 Growth ETF
IWF
$128B
| $5.03M | ﹤0.01% |
133,480
-368,832
| -73% | -$15.9M |
|
1178
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.23B
| $5.03M | ﹤0.01% |
147,820
-308,860
| -68% | -$40.8M |
|
1179
PUT
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$161M
| $5.02M | ﹤0.01% |
170,600
+81,900
| +92% | +$5.59M |
|
1180
VanEck Short Muni ETF
SMB
$312M
| $5.02M | ﹤0.01% |
+288,891
| New | +$5.11M |
|
1181
PUT
United Parks & Resorts
PRKS
$2.12B
| $5.01M | ﹤0.01% |
+454,700
| New | +$12.4M |
|
1182
Sherwin-Williams
SHW
$89.8B
| $5M | ﹤0.01% |
32,625
+909
| +3% | +$164K |
|
|
FAZ
1183
CALL
Direxion Daily Financial Bear 3x ETF
FAZ
$86.7M
| $4.98M | ﹤0.01% |
1,638
+1,111
| +211% | +$2.97M |
|
1184
PUT
Host Hotels & Resorts
HST
$16B
| $4.98M | ﹤0.01% |
+450,700
| New | +$6.81M |
|
1185
Goldman Sachs
GS
$303B
| $4.96M | ﹤0.01% |
32,052
-8,671
| -21% | -$1.84M |
|
1186
WisdomTree Europe SmallCap Dividend Fund
DFE
$169M
| $4.94M | ﹤0.01% |
+121,437
| New | +$6.87M |
|
1187
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$64.5M
| $4.93M | ﹤0.01% |
155,310
+127,773
| +464% | +$4.8M |
|
|
BFYT
1188
CALL
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
| $4.93M | ﹤0.01% |
220,000
+130,200
| +145% | +$3.09M |
|
|
PXD
1189
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $4.92M | ﹤0.01% |
70,100
+25,800
| +58% | +$3.07M |
|
1190
MDU Resources
MDU
$4.32B
| $4.91M | ﹤0.01% |
600,561
+573,484
| +2,118% | +$6.04M |
|
1191
McKesson
MCK
$101B
| $4.9M | ﹤0.01% |
+36,260
| New | +$5.31M |
|
1192
PUT
Simon Property Group
SPG
$72.3B
| $4.9M | ﹤0.01% |
89,400
-8,600
| -9% | -$1.03M |
|
1193
CALL
Invesco Senior Loan ETF
BKLN
$6.81B
| $4.9M | ﹤0.01% |
+239,600
| New | +$5.22M |
|
1194
CrowdStrike
CRWD
$218B
| $4.9M | ﹤0.01% |
352,044
-406,116
| -54% | -$5.73M |
|
1195
CALL
TransDigm Group
TDG
$67.7B
| $4.9M | ﹤0.01% |
15,300
-3,400
| -18% | -$1.85M |
|
1196
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$786M
| $4.89M | ﹤0.01% |
202,273
+151,922
| +302% | +$4.38M |
|
1197
ZTO Express
ZTO
$17.9B
| $4.89M | ﹤0.01% |
+184,848
| New | +$4.48M |
|
|
XLRN
1198
PUT
DELISTED
Acceleron Pharma
XLRN
| $4.89M | ﹤0.01% |
+54,400
| New | +$4.23M |
|
1199
Equifax
EFX
$21.4B
| $4.88M | ﹤0.01% |
40,873
-2,884
| -7% | -$419K |
|
1200
Exelon
EXC
$47B
| $4.88M | ﹤0.01% |
185,860
+166,730
| +872% | +$5.24M |
|
Similar funds
Jane Street's Q1 2020 Portfolio in Review
As of Q1 2020, Jane Street held 6,476 positions worth $102B, up 43% from $71.7B the previous quarter. Its ten largest holdings account for 33% of the portfolio.
Jane Street deployed $47.3B of net new capital in Q1 2020, opening 1,498 new positions and adding to 2,227 existing holdings. Its largest new stake was iShares MBS ETF: 1,544,304 shares worth $171M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 1.4% of assets, down from 2% a quarter earlier, followed by Communication Services and Technology.
On the sell side, the largest reduction was iShares Core MSCI Emerging Markets ETF, an estimated $1.23B trimmed.
- Jane Street's largest Q1 2020 buy was iShares MBS ETF: 1,544,304 shares worth $171M.
- Jane Street added most to iShares Core US Aggregate Bond ETF in Q1 2020, an estimated $743M increase.
- Jane Street's biggest Q1 2020 reduction was iShares Core MSCI Emerging Markets ETF, cutting an estimated $1.23B.
- Jane Street fully exited iShares Preferred and Income Securities ETF in Q1 2020, selling an estimated $38.2M.
- Jane Street's ten largest holdings make up 33% of its $102B portfolio in Q1 2020.
- Jane Street opened 1,498 new positions and closed 1,253 in Q1 2020.
- Jane Street's portfolio value rose 43% quarter-over-quarter to $102B.
Based on Jane Street's 13F filing for Q1 2020, filed 15 May 2020.